TABLE B-10
 
                                               COLLECTIVE INVESTMENT FUNDS
                                                15 LARGEST MORTGAGE FUNDS
                                                      BY ASSET SIZE
                                                    DECEMBER 31, 1999
                                                                                                 FUND          TOTAL ASSETS   TOTAL
SEQ  NAME OF INSTITUTION                       FUND NAME                                     CLASSIFICATION    (THOUS. OF $) ACCOUNT
 
  1  Barclays Global Investors, National   MORTGAGE-BACKED SEC INDX FD                    02 EMPLOYEE BENEFIT     7,604,424       24
     SAN FRANCISCO, CA
  2  Morgan Guaranty Trust Company of New  COMMINGLED FUND - MORTGAGE - PRIVATE PLAC      02 EMPLOYEE BENEFIT     7,098,791      185
     NEW YORK CITY, NY
  3  Northern Trust Quantitative Advisors  EB MORTGAGE-BACKED SECURITIES INDEX            02 EMPLOYEE BENEFIT     1,761,666       19
     CHICAGO, IL
  4  Barclays Global Investors, National   MORTGAGE-BACKED SEC INDEX B                    01 PERSONAL TRUST       1,632,067        7
     SAN FRANCISCO, CA
  5  Mellon Bank, National Association     EB MCM MORTGAGE BACKED BOND INDEX FUND         02 EMPLOYEE BENEFIT     1,231,456        4
     PITTSBURGH, PA
  6  Mellon Bank, National Association     MBA MORTGAGE BACKED SECURITIES FUND            02 EMPLOYEE BENEFIT       559,575       24
     PITTSBURGH, PA
  7  Wellington Trust Company, National A  PUBLIC FUNDS MORTGAGE-BACKED SECS PORTFOL      02 EMPLOYEE BENEFIT       249,161        1
     BOSTON, MA
  8  Fidelity Management Trust Company     FMTC MORTGAGE BACKED SECURITIES                02 EMPLOYEE BENEFIT       226,313        1
     BOSTON, MA
  9  Barclays Global Investors, National   COMM MORTGAGE-BACKED SEC FD                    02 EMPLOYEE BENEFIT       224,838        2
     SAN FRANCISCO, CA
 10  Mellon Bank, National Association     CF MBA MORT BACKED SECURITIES INDEX FUND       04 CHARITABLE TRUST       197,702       28
     PITTSBURGH, PA
 11  Northern Trust Quantitative Advisors  FE MORTGAGE-BACKED SECURITIES INDEX            05 OTHER                  186,647        2
     CHICAGO, IL
 12  Wellington Trust Company, National A  CTF - CORE BOND PORTFOLIO                      04 CHARITABLE TRUST       125,105       15
     BOSTON, MA
 13  Wellington Trust Company, National A  CORE BOND                                      02 EMPLOYEE BENEFIT       124,707       13
     BOSTON, MA
 14  Wellington Trust Company, National A  INTERMEDIATE BOND PORTFOLIO                    02 EMPLOYEE BENEFIT       110,751       22
     BOSTON, MA
 15  Key Trust Company of Ohio, National   GOVERNMENT MORTGAGE FUND                       01 PERSONAL TRUST          96,814    1,839
     CLEVELAND, OH